ML Training | FuturesML

Dataset Training Mode

Collect feature snapshots, label future movement, and train an offline baseline model.

running

Session: Training session 2026-06-22 08:43:45
Started: 2026-06-22 10:43:45.485933+02:00
Interval: 5s
Horizons: [10, 30, 60]

Last runner error: kucoinfutures fetchOrderBook() limit argument must be 20 or 100

Dataset Stats

Current feature and label inventory.

Total feature snapshots: 43343
Total labels: 130029
Pending labels: 110546
Labeled snapshots: 19483
Labels with advanced TP/SL: 485
Avg long MFE 30s: -
Avg long MAE 30s: -
Avg short MFE 30s: -
Avg short MAE 30s: -
Long labels: 7700
Short labels: 7386
Flat labels: 4397
Latest snapshot: 2026-06-26 16:26:17.155761+02:00
Recent trades snapshots: 43342
Micro candles: 866780
Avg data quality: 75.9319844034792239
Latest latency: 4768 ms
Missing fields: 0

Active Exchanges / Pairs

Pairs currently eligible for ML feature collection.

Exchange	Code	Symbol
Binance	binance	VELVET/USDT:USDT
Gate.io	gate	VELVET/USDT:USDT
Huobi / HTX	htx	VELVET/USDT:USDT
KuCoin Futures	kucoinfutures	VELVET/USDT:USDT
MEXC	mexc	VELVET/USDT:USDT

Recent Feature Snapshots

Latest ML rows with tape pressure, candle momentum, deltas, and quality.

Page 94 of 4335 · 43343 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-26 13:48:16.724065+02:00	htx	VELVET/USDT:USDT	0.504915	90	4519 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 13:48:01.319149+02:00	gate	VELVET/USDT:USDT	0.512795	68	10239 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 13:47:50.973981+02:00	binance	VELVET/USDT:USDT	0.5135	80	6573 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 13:47:44.302136+02:00	mexc	VELVET/USDT:USDT	0.51305	78	4876 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 13:47:39.363094+02:00	htx	VELVET/USDT:USDT	0.504915	90	4723 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 13:47:25.185143+02:00	gate	VELVET/USDT:USDT	0.512985	68	10183 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 13:47:14.917530+02:00	binance	VELVET/USDT:USDT	0.5134	80	6314 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 13:47:08.507273+02:00	mexc	VELVET/USDT:USDT	0.51355	78	4732 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 13:47:03.580019+02:00	htx	VELVET/USDT:USDT	0.504915	80	5795 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 13:46:47.638616+02:00	gate	VELVET/USDT:USDT	0.513905	68	10051 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.50343
Best ask: 0.5064
Spread: 0.00297
Spread %: 0.588218
Mid price: 0.504915
Last price: 0.50638
Mark price: -
Index price: -

Order Book

Bid depth 5: 13984
Ask depth 5: 4288
Bid depth 10: 15440
Ask depth 10: 5726
Bid depth 20: 18526
Ask depth 20: 6094
Imbalance 5: 0.530648
Imbalance 10: 0.458944
Imbalance 20: 0.504955
Top bid size: 3000
Top ask size: 1
Bid wall score: 0.161935
Ask wall score: 0.000164

Dynamics

Bid depth 5 delta: -720
Ask depth 5 delta: 0
Imbalance 5 delta: -0.017793
Bid depth 10 delta: -438
Ask depth 10 delta: 2
Imbalance 10 delta: -0.011105
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.006139

Tape

Buy volume: 1570
Sell volume: 10098
Buy/sell delta: -8528
Buy/sell ratio: 0.155476
Avg trade size: 116.68
Large trade count: 1
Largest trade size: 638

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 79.2
Momentum 5: 0.201836

Cross Exchange

Mid avg: 0.511065
Mid median: 0.5129225
Price deviation %: -1.203369
Spread %: 1.679825

Funding / OI / Volume

Funding rate: -0.00080478
Funding delta: -0.00001125
Funding abs: 0.00080478
Funding pressure: 0.00081603
Open interest: 73259
Volume 24h: 97484
Quote volume 24h: 97484
Price change 24h %: 7.543644

Quality

Capture latency ms: 4519
Order book timestamp: 2026-06-26 13:48:15.396000+02:00
Ticker timestamp: 2026-06-26 13:48:15.665000+02:00
Trades timestamp: 2026-06-26 13:47:16.755000+02:00
Data quality score: 90
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.51259
Best ask: 0.513
Spread: 0.00041
Spread %: 0.079954
Mid price: 0.512795
Last price: 0.51284
Mark price: 0.51284
Index price: 0.51237

Order Book

Bid depth 5: 5
Ask depth 5: 5
Bid depth 10: 14
Ask depth 10: 21
Bid depth 20: 41
Ask depth 20: 88
Imbalance 5: 0
Imbalance 10: -0.2
Imbalance 20: -0.364341
Top bid size: 1
Top ask size: 1
Bid wall score: 0.02439
Ask wall score: 0.011364

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -9
Imbalance 5 delta: 0.473684
Bid depth 10 delta: -9
Ask depth 10 delta: -7
Imbalance 10 delta: -0.101961
Spread delta: 0.00002
Mid price delta: -0.00019
Wall shift score: 0.003342

Tape

Buy volume: 134
Sell volume: 132
Buy/sell delta: 2
Buy/sell ratio: 1.015152
Avg trade size: 2.66
Large trade count: 7
Largest trade size: 23

Candle

Return 1: 0
Return 3: -0.248969
Volume 1: 0
Volume avg 5: 15.4
Momentum 5: -0.140198

Cross Exchange

Mid avg: 0.5111125
Mid median: 0.5130175
Price deviation %: 0.329184
Spread %: 1.679669

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3613200
Quote volume 24h: 1781390
Price change 24h %: 1.57

Quality

Capture latency ms: 10239
Order book timestamp: 2026-06-26 13:48:00+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:54.465000+01:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.5134
Best ask: 0.5136
Spread: 0.0002
Spread %: 0.038948
Mid price: 0.5135
Last price: 0.5136
Mark price: -
Index price: -

Order Book

Bid depth 5: 1870
Ask depth 5: 4175
Bid depth 10: 10372
Ask depth 10: 9048
Bid depth 20: 21860
Ask depth 20: 29027
Imbalance 5: -0.381307
Imbalance 10: 0.068177
Imbalance 20: -0.140841
Top bid size: 35
Top ask size: 370
Bid wall score: 0.001601
Ask wall score: 0.012747

Dynamics

Bid depth 5 delta: -299
Ask depth 5 delta: 1971
Imbalance 5 delta: -0.373303
Bid depth 10 delta: 1084
Ask depth 10 delta: 1594
Imbalance 10 delta: -0.041368
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: -0.005371

Tape

Buy volume: 4215
Sell volume: 5212
Buy/sell delta: -997
Buy/sell ratio: 0.808711
Avg trade size: 94.27
Large trade count: 6
Largest trade size: 857

Candle

Return 1: -0.058411
Return 3: -0.097314
Volume 1: 7546
Volume avg 5: 20283.8
Momentum 5: 0.019486

Cross Exchange

Mid avg: 0.5110875
Mid median: 0.5130175
Price deviation %: 0.472033
Spread %: 1.660185

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 22230420
Volume 24h: 35160173
Quote volume 24h: 17392865.88497
Price change 24h %: 2.331

Quality

Capture latency ms: 6573
Order book timestamp: 2026-06-26 13:47:48.765000+02:00
Ticker timestamp: 2026-06-26 13:47:39.828000+02:00
Trades timestamp: 2026-06-26 13:47:48.727000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.5129
Best ask: 0.5132
Spread: 0.0003
Spread %: 0.058474
Mid price: 0.51305
Last price: 0.5136
Mark price: -
Index price: 0.5125

Order Book

Bid depth 5: 1305
Ask depth 5: 616
Bid depth 10: 2954
Ask depth 10: 1701
Bid depth 20: 4979
Ask depth 20: 5902
Imbalance 5: 0.358667
Imbalance 10: 0.269173
Imbalance 20: -0.084827
Top bid size: 66
Top ask size: 29
Bid wall score: 0.013256
Ask wall score: 0.004914

Dynamics

Bid depth 5 delta: 546
Ask depth 5 delta: -47
Imbalance 5 delta: 0.291157
Bid depth 10 delta: 1268
Ask depth 10 delta: -233
Imbalance 10 delta: 0.337681
Spread delta: -0.0002
Mid price delta: -0.0005
Wall shift score: -0.000467

Tape

Buy volume: 3238
Sell volume: 1057
Buy/sell delta: 2181
Buy/sell ratio: 3.063387
Avg trade size: 42.95
Large trade count: 6
Largest trade size: 537

Candle

Return 1: -0.136107
Return 3: -0.019467
Volume 1: 18
Volume avg 5: 705.8
Momentum 5: 0.077942

Cross Exchange

Mid avg: 0.5112125
Mid median: 0.5131925
Price deviation %: 0.35944
Spread %: 1.689121

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 658144
Quote volume 24h: 3257248.007
Price change 24h %: 7.17

Quality

Capture latency ms: 4876
Order book timestamp: 2026-06-26 13:47:42.851000+02:00
Ticker timestamp: 2026-06-26 13:47:40.827000+02:00
Trades timestamp: 2026-06-26 13:47:38.593000+02:00
Data quality score: 78
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.50343
Best ask: 0.5064
Spread: 0.00297
Spread %: 0.588218
Mid price: 0.504915
Last price: 0.50638
Mark price: -
Index price: -

Order Book

Bid depth 5: 14704
Ask depth 5: 4288
Bid depth 10: 15878
Ask depth 10: 5724
Bid depth 20: 19256
Ask depth 20: 6092
Imbalance 5: 0.548441
Imbalance 10: 0.470049
Imbalance 20: 0.519331
Top bid size: 3000
Top ask size: 1
Bid wall score: 0.155796
Ask wall score: 0.000164

Dynamics

Bid depth 5 delta: 558
Ask depth 5 delta: 271
Imbalance 5 delta: -0.009231
Bid depth 10 delta: 148
Ask depth 10 delta: 411
Imbalance 10 delta: -0.024985
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.0011

Tape

Buy volume: 1570
Sell volume: 10098
Buy/sell delta: -8528
Buy/sell ratio: 0.155476
Avg trade size: 116.68
Large trade count: 1
Largest trade size: 638

Candle

Return 1: 0
Return 3: 0
Volume 1: 198
Volume avg 5: 79.2
Momentum 5: 0.201836

Cross Exchange

Mid avg: 0.5112125
Mid median: 0.5131925
Price deviation %: -1.231875
Spread %: 1.689121

Funding / OI / Volume

Funding rate: -0.00079354
Funding delta: -0.00000784
Funding abs: 0.00079354
Funding pressure: 0.00080137
Open interest: 73160
Volume 24h: 97484
Quote volume 24h: 97484
Price change 24h %: 7.543644

Quality

Capture latency ms: 4723
Order book timestamp: 2026-06-26 13:47:37.838000+02:00
Ticker timestamp: 2026-06-26 13:47:38.315000+02:00
Trades timestamp: 2026-06-26 13:47:16.755000+02:00
Data quality score: 90
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.51279
Best ask: 0.51318
Spread: 0.00039
Spread %: 0.076026
Mid price: 0.512985
Last price: 0.51294
Mark price: 0.51294
Index price: 0.512565

Order Book

Bid depth 5: 5
Ask depth 5: 14
Bid depth 10: 23
Ask depth 10: 28
Bid depth 20: 41
Ask depth 20: 68
Imbalance 5: -0.473684
Imbalance 10: -0.098039
Imbalance 20: -0.247706
Top bid size: 1
Top ask size: 1
Bid wall score: 0.02439
Ask wall score: 0.014706

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 4
Imbalance 5 delta: -0.140351
Bid depth 10 delta: 6
Ask depth 10 delta: 0
Imbalance 10 delta: 0.146405
Spread delta: -0.00002
Mid price delta: -0.00092
Wall shift score: -0.002702

Tape

Buy volume: 135
Sell volume: 131
Buy/sell delta: 4
Buy/sell ratio: 1.030534
Avg trade size: 2.66
Large trade count: 7
Largest trade size: 23

Candle

Return 1: -0.153777
Return 3: -0.217873
Volume 1: 1
Volume avg 5: 16.8
Momentum 5: -0.031183

Cross Exchange

Mid avg: 0.5114425
Mid median: 0.513475
Price deviation %: 0.301598
Spread %: 1.757773

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3613000
Quote volume 24h: 1781287
Price change 24h %: 1.59

Quality

Capture latency ms: 10183
Order book timestamp: 2026-06-26 13:47:24+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:54.428000+01:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.5133
Best ask: 0.5135
Spread: 0.0002
Spread %: 0.038956
Mid price: 0.5134
Last price: 0.5137
Mark price: -
Index price: -

Order Book

Bid depth 5: 2169
Ask depth 5: 2204
Bid depth 10: 9288
Ask depth 10: 7454
Bid depth 20: 17184
Ask depth 20: 24008
Imbalance 5: -0.008004
Imbalance 10: 0.109545
Imbalance 20: -0.165663
Top bid size: 16
Top ask size: 161
Bid wall score: 0.000931
Ask wall score: 0.006706

Dynamics

Bid depth 5 delta: -263
Ask depth 5 delta: -94
Imbalance 5 delta: -0.036333
Bid depth 10 delta: -699
Ask depth 10 delta: 970
Imbalance 10 delta: -0.103132
Spread delta: -0.0001
Mid price delta: -0.00035
Wall shift score: -0.014656

Tape

Buy volume: 7594
Sell volume: 4949
Buy/sell delta: 2645
Buy/sell ratio: 1.534451
Avg trade size: 125.43
Large trade count: 9
Largest trade size: 776

Candle

Return 1: -0.077882
Return 3: -0.116777
Volume 1: 4808
Volume avg 5: 19736.2
Momentum 5: 0

Cross Exchange

Mid avg: 0.51153
Mid median: 0.51365
Price deviation %: 0.36557
Spread %: 1.757473

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 22230699
Volume 24h: 35157089
Quote volume 24h: 17391281.93757
Price change 24h %: 2.351

Quality

Capture latency ms: 6314
Order book timestamp: 2026-06-26 13:47:12.544000+02:00
Ticker timestamp: 2026-06-26 13:47:03.144000+02:00
Trades timestamp: 2026-06-26 13:47:13.857000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.5133
Best ask: 0.5138
Spread: 0.0005
Spread %: 0.097362
Mid price: 0.51355
Last price: 0.514
Mark price: -
Index price: 0.5127

Order Book

Bid depth 5: 759
Ask depth 5: 663
Bid depth 10: 1686
Ask depth 10: 1934
Bid depth 20: 3661
Ask depth 20: 6168
Imbalance 5: 0.067511
Imbalance 10: -0.068508
Imbalance 20: -0.255062
Top bid size: 37
Top ask size: 8
Bid wall score: 0.010107
Ask wall score: 0.001297

Dynamics

Bid depth 5 delta: 94
Ask depth 5 delta: 299
Imbalance 5 delta: -0.225006
Bid depth 10 delta: -883
Ask depth 10 delta: 411
Imbalance 10 delta: -0.324129
Spread delta: 0.0004
Mid price delta: 0.0008
Wall shift score: 0.000516

Tape

Buy volume: 3382
Sell volume: 1044
Buy/sell delta: 2338
Buy/sell ratio: 3.239464
Avg trade size: 44.26
Large trade count: 6
Largest trade size: 537

Candle

Return 1: -0.058332
Return 3: 0.0584
Volume 1: 2
Volume avg 5: 702.6
Momentum 5: 0.155885

Cross Exchange

Mid avg: 0.51133
Mid median: 0.51325
Price deviation %: 0.434162
Spread %: 1.75816

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 658130
Quote volume 24h: 3257174.075
Price change 24h %: 7.26

Quality

Capture latency ms: 4732
Order book timestamp: 2026-06-26 13:47:07.114000+02:00
Ticker timestamp: 2026-06-26 13:47:04.758000+02:00
Trades timestamp: 2026-06-26 13:47:02.594000+02:00
Data quality score: 78
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.50343
Best ask: 0.5064
Spread: 0.00297
Spread %: 0.588218
Mid price: 0.504915
Last price: 0.50638
Mark price: -
Index price: -

Order Book

Bid depth 5: 14146
Ask depth 5: 4017
Bid depth 10: 15730
Ask depth 10: 5313
Bid depth 20: 19121
Ask depth 20: 6089
Imbalance 5: 0.557672
Imbalance 10: 0.495034
Imbalance 20: 0.516938
Top bid size: 3000
Top ask size: 1
Bid wall score: 0.156896
Ask wall score: 0.000164

Dynamics

Bid depth 5 delta: -1042
Ask depth 5 delta: -50
Imbalance 5 delta: -0.019892
Bid depth 10 delta: -1042
Ask depth 10 delta: -103
Imbalance 10 delta: -0.016774
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.008105

Tape

Buy volume: 1572
Sell volume: 9900
Buy/sell delta: -8328
Buy/sell ratio: 0.158788
Avg trade size: 114.72
Large trade count: 1
Largest trade size: 638

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 39.6
Momentum 5: 0.201836

Cross Exchange

Mid avg: 0.51133
Mid median: 0.51325
Price deviation %: -1.254571
Spread %: 1.75816

Funding / OI / Volume

Funding rate: -0.0007857
Funding delta: -0.00000288
Funding abs: 0.0007857
Funding pressure: 0.00078857
Open interest: 73160
Volume 24h: 97286
Quote volume 24h: 97286
Price change 24h %: 7.543644

Quality

Capture latency ms: 5795
Order book timestamp: 2026-06-26 13:47:02.138000+02:00
Ticker timestamp: 2026-06-26 13:47:02.543000+02:00
Trades timestamp: 2026-06-26 13:44:34.389000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.5137
Best ask: 0.51411
Spread: 0.00041
Spread %: 0.079781
Mid price: 0.513905
Last price: 0.51373
Mark price: 0.51303
Index price: 0.512585

Order Book

Bid depth 5: 5
Ask depth 5: 10
Bid depth 10: 17
Ask depth 10: 28
Bid depth 20: 43
Ask depth 20: 92
Imbalance 5: -0.333333
Imbalance 10: -0.244444
Imbalance 20: -0.362963
Top bid size: 1
Top ask size: 1
Bid wall score: 0.023256
Ask wall score: 0.01087

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -8
Imbalance 5 delta: 0.231884
Bid depth 10 delta: -2
Ask depth 10 delta: -11
Imbalance 10 delta: 0.100383
Spread delta: -0.00011
Mid price delta: 0.000315
Wall shift score: 0.004216

Tape

Buy volume: 135
Sell volume: 131
Buy/sell delta: 4
Buy/sell ratio: 1.030534
Avg trade size: 2.66
Large trade count: 7
Largest trade size: 23

Candle

Return 1: -0.075858
Return 3: 0.033102
Volume 1: 36
Volume avg 5: 36.4
Momentum 5: 0.620887

Cross Exchange

Mid avg: 0.51125125
Mid median: 0.51317
Price deviation %: 0.51907
Spread %: 1.728113

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3609400
Quote volume 24h: 1779439
Price change 24h %: 2.44

Quality

Capture latency ms: 10051
Order book timestamp: 2026-06-26 13:46:46+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:54.402000+01:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 10857
gate: 10858
htx: 10773
mexc: 10855

By Symbol

VELVET/USDT:USDT: 43343

Trained Models

Offline baseline models trained from labeled historical data.

No trained models

Collect and label at least 1000 rows for a horizon before training a basic model.